Anic Equity¶

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Total return since start: 0.619 %¶

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Equity now: -----------------------------> 49467.23 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45406.02 Kr¶

PnL: ---------------------------------------> 350.02 Kr¶

DD now: ---------------------------------> -6.877 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 12:46:47.463238'

Anic Portfolio¶

Today¶

Return: 1.215 %¶

This Week¶

Return: 0.333 %¶

Total portfolio value¶

Return including deposits: 61.943 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.660000 1671.840000 202.840000 13.810000 1468.999998
Sedana Medical 93 5.430000 2708.160000 187.160000 7.420000 2521.000011
Orrön Energy 180 5.380000 2167.200000 124.200000 6.080000 2043.000000
Atrium Ljungberg B 5 4.250000 993.000000 58.000000 6.200000 935.000000
Platzer Fastigheter Holding B 12 4.830000 1016.400000 55.400000 5.760000 960.999996
JM 6 3.280000 906.600000 42.600000 4.930000 864.000000
Sagax B 4 3.410000 896.400000 42.400000 4.960000 854.000000
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
Catena 2 3.590000 832.000000 40.000000 5.050000 792.000000
Hoist Finance 35 1.050000 1015.000000 35.000000 3.570000 980.000000
Hexatronic Group 12 2.880000 996.000000 29.000000 3.000000 966.999996
Gränges 9 1.940000 945.900000 17.900000 1.930000 927.999999
Bilia A 8 1.870000 916.800000 16.800000 1.870000 900.000000
BioGaia B 8 1.110000 944.800000 14.800000 1.590000 930.000000
Clas Ohlson B 12 0.180000 976.200000 3.200000 0.330000 972.999996
HEXPOL B 9 -0.350000 1024.200000 3.200000 0.310000 1020.999996
AcadeMedia 8 0.400000 402.400000 0.400000 0.100000 402.000000
EQT 4 0.480000 832.000000 0.000000 0.000000 832.000000
Biotage 7 -0.450000 938.700000 -2.300000 -0.240000 940.999997
Byggmax Group 33 0.000000 953.040000 -2.960000 -0.310000 956.000001
OX2 13 0.620000 946.400000 -3.600000 -0.380000 949.999999
ASSA ABLOY B 3 -0.770000 769.800000 -9.200000 -1.180000 779.000001
Alimak Group 11 -0.240000 915.200000 -12.800000 -1.380000 927.999996
Nordic Waterproofing Holding 7 0.450000 947.800000 -19.200000 -1.990000 966.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
VEF 909 0.300000 1823.450000 -26.550000 -1.440000 1850.000436
SKF B 5 -2.280000 910.750000 -29.250000 -3.110000 940.000000
Addnode Group B 11 -1.830000 884.950000 -36.050000 -3.910000 921.000003
Latour B 4 -0.100000 817.200000 -39.800000 -4.640000 857.000000
Indutrade 5 1.290000 1176.000000 -42.000000 -3.450000 1218.000000
Vitec Software Group B 2 0.190000 1044.000000 -43.000000 -3.960000 1087.000000
Hexagon B 26 0.380000 3403.400000 -57.600000 -1.660000 3461.000010
INVISIO 16 0.670000 3624.000000 -65.000000 -1.760000 3689.000000
Bufab 3 -1.480000 1037.400000 -71.600000 -6.460000 1109.000001
BHG Group 97 1.720000 1378.370000 -80.630000 -5.530000 1458.999989
TOTAL 45408.560000 352.560000 -6.87228% 45056.000411

Updated:¶

'2023-07-04 12:46:04.653648'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶